Anic Equity¶

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Total return since start: 0.707 %¶

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Equity now: -----------------------------> 52144.28 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47982.75 Kr¶

PnL: ---------------------------------------> -943.75 Kr¶

DD now: ---------------------------------> -1.837 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 15:53:25.639801'

Anic Portfolio¶

Today¶

Return: -0.328 %¶

This Week¶

Return: -0.328 %¶

Total portfolio value¶

Return including deposits: 70.707 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 4.370000 2365.000000 176.000000 8.040000 2189.000000
Xvivo Perfusion 3 2.100000 874.500000 29.500000 3.490000 845.000001
SynAct Pharma 9 -1.340000 665.100000 20.100000 3.120000 645.000003
BHG Group 49 -5.840000 656.110000 17.110000 2.680000 638.999984
Biotage 4 0.190000 619.600000 16.600000 2.750000 603.000000
Addtech B 3 1.880000 716.400000 16.400000 2.340000 699.999999
Eastnine 6 -2.430000 673.200000 16.200000 2.470000 657.000000
Svolder B 35 1.540000 2189.250000 15.750000 0.720000 2173.500000
Vitrolife 3 2.490000 692.400000 15.400000 2.270000 677.000001
Embracer Group B 26 0.080000 674.570000 12.570000 1.900000 661.999988
Addnode Group B 6 1.600000 761.400000 9.400000 1.250000 751.999998
Indutrade 5 1.370000 1328.500000 8.500000 0.640000 1320.000000
Nolato B 12 -0.270000 656.400000 8.400000 1.300000 648.000000
Latour B 2 1.700000 453.600000 4.600000 1.020000 449.000000
Sdiptech B 3 -0.430000 825.600000 3.600000 0.440000 822.000000
Fortnox 10 3.400000 669.000000 1.000000 0.150000 668.000000
BONESUPPORT HOLDING 10 -0.650000 1225.000000 1.000000 0.080000 1224.000000
NCC B 7 -0.740000 653.800000 -0.200000 -0.030000 653.999997
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 -0.240000 579.600000 -2.400000 -0.410000 581.999999
Volati 5 -3.880000 570.000000 -4.000000 -0.700000 574.000000
Lime Technologies 2 -0.840000 589.000000 -4.000000 -0.670000 593.000000
Sampo Oyj SDB 1 -0.400000 500.000000 -5.000000 -0.990000 505.000000
SCA A 4 0.000000 590.400000 -8.600000 -1.440000 599.000000
Investor B 3 0.440000 648.450000 -9.550000 -1.450000 657.999999
Humana 40 1.870000 655.200000 -18.800000 -2.790000 674.000000
Balco Group 39 -1.470000 1833.000000 -42.000000 -2.240000 1874.999997
Ambea 68 1.330000 2491.520000 -45.480000 -1.790000 2537.000032
Lundin Gold 7 0.620000 915.600000 -58.400000 -6.000000 973.999999
Creades A 7 1.230000 548.450000 -62.550000 -10.240000 610.999998
Investor A 16 0.320000 3467.200000 -77.800000 -2.190000 3545.000000
New Wave B 40 -0.540000 3798.000000 -118.000000 -3.010000 3916.000000
Sedana Medical 135 -5.180000 4201.200000 -129.800000 -3.000000 4330.999935
Gaming Innovation Group 161 0.000000 4041.100000 -146.900000 -3.510000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.480000 2567.800000 -399.200000 -13.450000 2966.999993
TOTAL 47982.750000 -943.750000 -1.83747% 48926.499863

Updated:¶

'2023-06-13 15:53:41.837391'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶